Credit Ratings: Methodologies, Rationale and Default Risk A Taxonomy of Credit Models: This well edited collection of the most critical and state-of-the-art models in both asset-level and portfolio credit models is a must have for any serious practitioner in the credit markets. The subjects range from simple [... more]
$284.00
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Internal Credit Risk Models: Capital Allocation and ... Internal Credit Risk Models: This book is the most comprehensive literature I have seen for credit risk modeling. It covers from the basic BIS regulatory capital framework to the state-of-the-art credit risk models. Numerous worked examples demonstrate [... more]
$157.00
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Credit: The Complete Guide to Pricing, Hedging and Risk ... Much needed book on credit: Arvanitis and Gregory have written an excellent overview of modelling credit risk. The book is written in an intuitive and semi-technical style and the ideas are highlighted with numerous examples. It is therefore applicable [... more]
$194.00
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Risk Budgeting: A New Approach to Investing Novel approach to risk budgeting and asset management: The book provides a delightful insight into the intricate world of balancing the trade-off between risk management and higher returns. This book is meant for those either alreday in the industry or [... more]
$157.00
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Energy Modeling and the Management of Uncertainty Author: Risk Books Author: Risk Books Binding: Paperback EAN: 9781899332434 Edition: 1 ISBN: 189933243X Number Of Pages: 200 Publication Date: 1999-07 [... more]
$230.00
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Rubinstein On Derivatives Well done: This book is great. A very detailed text, wonderfully presented. Rubinstein is not only a leading academic, but he also has practical experience. This reflects in his text. ... Author: Mark Rubinstein Binding: Hardcover EAN: 9781899332533 [... more]
$157.00
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Hull-White On Derivatives Author: Alan White; John Hull Author: Alan White Author: John Hull Binding: Hardcover EAN: 9781899332458 Edition: 1 ISBN: 1899332456 Number Of Pages: 356 Publication Date: 1996-06-01 [... more]
$29.99
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Asset and Liability Management: A Synthesis of New ... Author: Kamakura Corporation Author: Risk Books Binding: Paperback EAN: 9781899332816 Edition: 1 ISBN: 1899332812 Number Of Pages: 203 Publication Date: 1998-12-01 [... more]
$199.00
Amazon.com
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